-50.0%
TNA vs DOCU
-71.0%
+21.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.7% |
| 7D | -7.0% | -5.5% | -1.4% | -3.9% |
| 30D | -6.4% | +12.6% | -19.1% | -12.7% |
| 3M | -25.7% | +36.4% | -62.1% | -38.8% |
| 6M | -19.7% | +66.8% | -86.5% | -43.1% |
| YTD | +18.3% | +13.5% | +4.8% | +2.2% |
| 1Y | +24.6% | +11.3% | +13.3% | +9.0% |
| 3Y | +112.8% | +92.1% | +20.8% | +23.6% |
| All | -50.0% | -71.0% | +21.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling